AMBER
Amber Enterprises (I) Ltd
Historical option data for AMBER
21 Sep 2025 04:16 PM IST
| AMBER 30SEP2025 8300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 5.73
Theta: -9.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8286.50 | 193 | -6.35 | 33.05 | 3,480 | 142 | 1,415 | |||||||||
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| 14 Sept | 7936.00 | 88.45 | -2.65 | 30.43 | 348 | -5 | 379 | |||||||||
For Amber Enterprises (I) Ltd - strike price 8300 expiring on 30SEP2025
Delta for 8300 CE is 0.52
Historical price for 8300 CE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 193, which was -6.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 142 which increased total open position to 1415
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 88.45, which was -2.65 lower than the previous day. The implied volatity was 30.43, the open interest changed by -5 which decreased total open position to 379
| AMBER 30SEP2025 8300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 5.73
Theta: -7.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8286.50 | 177.75 | -18.8 | 31.61 | 687 | -11 | 204 |
| 14 Sept | 7936.00 | 891.2 | 0 | - | 0 | 0 | 0 |
For Amber Enterprises (I) Ltd - strike price 8300 expiring on 30SEP2025
Delta for 8300 PE is -0.48
Historical price for 8300 PE is as follows
On 21 Sept AMBER was trading at 8286.50. The strike last trading price was 177.75, which was -18.8 lower than the previous day. The implied volatity was 31.61, the open interest changed by -11 which decreased total open position to 204
On 14 Sept AMBER was trading at 7936.00. The strike last trading price was 891.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
